+179.4%
INTC vs DD
+47.1%
+132.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.2% | +9.3% | +9.2% |
| 7D | +17.4% | -0.6% | +18.0% | +17.9% |
| 30D | +2.8% | -7.4% | +10.2% | +8.7% |
| 3M | -5.3% | -6.4% | +1.2% | -0.4% |
| 6M | +140.6% | -2.5% | +143.1% | +147.5% |
| YTD | +183.1% | +10.2% | +172.9% | +166.4% |
| 1Y | +326.8% | +36.9% | +289.8% | +241.6% |
| 3Y | +179.4% | +47.0% | +132.4% | +118.6% |
| All | +179.4% | +47.1% | +132.3% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling